I like both the show and the books. But you have to view them as two different universes. Adaptation from novel to film is a difficult thing to accomplish in a one hour show or a 100 minute movie and still get all the nuances. A TV show needs to hook an audience as quick as it can and then slowly feed the rules of that magical universe to the audience. It's when they violate their own established rules that I walk away from that show.
I'm sure many of you may have read Jane Austen's Pride & Prejudice? There are at least 3 adaptations of the novel to film available on DVD, and none of them are exactly the same. They just try to capture the spirit of the main characters for the film, but play a little loose with the plot details for time. They were all enjoyable, but none of them had the depth of the novel.
I think the TV show captures the essence of the characters of Dresden, Murphy, Bob and Morgan pretty well. They played a bit loose with Ancient Mai and Bianca. I think the reasons we like the books better is that there is more background in what are the limits of power of each character in the Dresden universe.